Founding Quant/Trading Strategist - India

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Quant/Trading Strategist (Advisor)

Equity Only | Pre-Seed Startup | India Only

About Us

We are building a next-generation AI-driven tradingplatform(Ai-CoPilot) that ingests massive streams of financial,alternative, and sentiment data, transforming them into actionable insights.Our mission is to combine robust data engineering pipelines with GenerativeAI and advanced ML models to democratize access to sophisticated tradingstrategies.

You’ll be the scientist who turns/tests ourhypotheses/science into fundamental, risk-aware strategies.

The Role

Own the alpha discovery → validation → portfolioconstruction → live monitoring loop. You’ll design bias-resistant research,enforce model governance, and partner with AI/Backend to ship strategies thatsurvive contact with the market (latency, costs, regime shifts). Expecthands-on Python and ruthless skepticism.

This role requires a DIY mindset with a willingnessto educate the team about market strategies.

What You’ll Do

·       Alpha research & hypothesis testing: Generate/verify signals across price,volatility, fundamentals, and alt-data using rigorous statistics; separate luckfrom skill with robust tests and out-of-sample evidence.

·       Backtesting & validation: Build leak-proof pipelines (nolook-ahead/survivorship), use purged/walk-forward/CPCV splits, and apply metrics like Deflated Sharpe to reduce backtest overfitting.

·       Portfolio construction & risk: Translate signals into positions withconstraints, drawdown controls, and stress tests across regimes; modelslippage/fees/borrowing and reality-check edge after costs.

·       Execution awareness: Define execution/SLO assumptions (latencybudgets, order types, child-order logic) and partner with engineering onsafe-guards/kill-switches for live strategies.

·       Model governance: Document assumptions, data lineage, andversioning; run champion-vs-challenger tests; practice independent validationconsistent with leading modelrisk management principles.

WhatWe’re Looking For

·       8+ yearsin quant research/trading or equivalent track record shipping strategies.

·       Deep skills in Python(NumPy/Pandas/Numba/Statsmodels), time-series/stat inference, and ML formarkets.

·       Proven experience with bias-free backtesting, cross-validation for dependent data (e.g., CPCV),and cost/impact modeling.

·       Strong grasp of market microstructure andrisk (exposures, drawdowns, regime shifts).

·       Startup DNA: skeptical, fast,documentation-minded, and comfortable owning results end-to-end.

Nice to Have

·       Publications or open research; familiaritywith SR 11-7-style model governance; experience collaborating withlow-latency engineering

First 90 Days (outcomes)

·       Ship a leak-proof research framework withCPCV/walk-forward, cost modeling, and standardized reports.

·       Produce two vetted strategies that beatdefined baselines after costs; document “model cards” and rollback criteriaaligned with governance best practices.

·       Define live monitoring KPIs (edge decay,drift tests, latency/fill SLOs) and kill-switch thresholds consistent withalgorithmic-trading control guidance.

Why Join

Be the architect of the alpha engine atday-zero, with meaningfulequity and a direct line from yourresearch to user outcomes